If a game doesn't have an installer, try doing some reading about WHDload.

Third option is to install a pre-made WB, like the ClassicWB or AIAB but don't come running to me if you can't get it to work - there are LOADS of threads and advice on WHDload games if you go searching.

Either way, you'll need valid Workbench disks to play games from HD or if you're lucky you may find a HDF (hard disk file) version of a game ready to be run without workbench.